Volatility Expected Ahead of Tonight's US Data Dump

AUD

The Aussie dollar opens slightly higher against most majors after a quiet day on the local data front. The ASX managed to put on +0.1% despite energy stocks falling -2.7%, while Asian equities were mixed with Japan up +0.9% and China losing -0.7%. To commodities, SGX Iron Ore lost -0.6%, Gold -0.1% and Silver also -0.1%. China’s Manufacturing PMI posted at 49.7, exceeding expectations of 49.1, as the country’s manufacturing activity contracted for a fifth consecutive month, maintaining pressure on officials to provide support to spur economic growth amid weak demand both at home and abroad. The Non-Manufacturing PMI was 51.0, although forward projections remain contractionary as the manufacturing and services figures converge towards 50.0 (anything above 50 indicates expansion in the economy, anything below 50 indicates contraction). This could be worse, although markets are not taking much comfort from the data. Later this morning we'll see the Caixing Manufacturing PMI, expected at 49.0. No other major releases today with markets eyeing off the RBA’s interest rate decision next Tuesday. A hike is largely unexpected, although could provide the AUD with some much-needed support.

USD

Mixed movements from the AUDUSD in the past 24h, having oscillated between 0.6461 lows and 0.6507 highs to open at 0.6484, slightly up from this time yesterday. Wall St was mixed ahead of tonight’s key Non-Farm Payrolls report with the NASDAQ +0.4%, Down Jones -0.3% and S&P 500 unchanged.  The annual Core PCE Price Index, the Fed’s preferred measure of inflation, rose +4.2% in July, up from +4.1% in June due to base effects, although in line with expectations. On a monthly basis, the figure printed on-expectations at +0.2%, while Unemployment Claims arrived greater-than-expected at 228k for the month, suggesting the Fed’s interest rate hiking campaign continues to take effect. Regardless, economists remain skeptical that inflation is on track to return to the Fed’s 2% target without significant easing of labour market conditions, which may be reflected in this evening’s labour report. We’ll see four important pieces of data in the late hours: Unemployment Rate, Non-Farm Employment Change, Average Hourly Earnings m/m and the ISM Manufacturing PMI. Wage growth and payroll numbers will be the primary focus and significant currency volatility is expected if there are any surprises under the hood.

EUR

AUDEUR opens at 3-week highs of 0.5979 after Flash August CPI data for the eurozone posted on-expectations at +5.3% y/y. The Core figure surprised to the upside at +5.3% (expectations +5.1%) with the gradual decline in inflation leading markets to raise expectations of 1 more rate hike from the ECB (currently 21bps priced in by January 2024). Later today we’ll see Final PMI data for the eurozone, Germany, France, Spain and Italy. Being the final figures, they typically don’t move markets.

GBP

AUDGBP has bounced back from yesterday’s 0.5070 lows, steadily climbing overnight to open this morning at 0.5117. Yesterday, Bank of England Chief Economist Huw Pill expressed concerns of “unnecessary damage” being inflated if interest rates increase too much, with particular focus on employment and growth. This comes after the BoE raised rates for the 14th time in a row to 5.25% earlier this month, noting rates are expected to remain high for longer than previously thought. Regardless, Pill acknowledged UK inflation is still too high (6.8% y/y in July, down from 11.1% last October) and remains the Bank’s primary focus. Little market-moving data today, although Pill is due to participate in a panel discussion titled ‘Shaping the Global Policy Trajectory’ at a conference hosted by the South African Central Bank.

NZD

AUDNZD hit 1-month highs of 1.0896 in the early hours before falling off to open at 1.0865, being lower than 24h ago. Yesterday’s ANZ Business Confidence posted at -3.7 which, while still negative, represents the highest figure from the Kiwis in over two years. The survey’s headline measure indicated only 3.7% of respondents expect the economy to deteriorate over the year ahead, being much lower than last month’s pessimistic 13.1%. There was minimal impact on currencies. No NZ data for the remainder of the week.

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